DAX Index Future September 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	6,304.5	6,134.0	-170.5	-2.7%	5,988.5
High	6,322.5	6,216.0	-106.5	-1.7%	6,236.0
Low	6,103.0	6,087.5	-15.5	-0.3%	5,917.5
Close	6,141.0	6,170.5	29.5	0.5%	6,165.5
Range	219.5	128.5	-91.0	-41.5%	318.5
ATR	143.7	142.6	-1.1	-0.8%	0.0
Volume	43,405	67,025	23,620	54.4%	70,226

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,543.5	6,485.5	6,241.2
R3	6,415.0	6,357.0	6,205.8
R2	6,286.5	6,286.5	6,194.1
R1	6,228.5	6,228.5	6,182.3	6,257.5
PP	6,158.0	6,158.0	6,158.0	6,172.5
S1	6,100.0	6,100.0	6,158.7	6,129.0
S2	6,029.5	6,029.5	6,146.9
S3	5,901.0	5,971.5	6,135.2
S4	5,772.5	5,843.0	6,099.8

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,061.8	6,932.2	6,340.7
R3	6,743.3	6,613.7	6,253.1
R2	6,424.8	6,424.8	6,223.9
R1	6,295.2	6,295.2	6,194.7	6,360.0
PP	6,106.3	6,106.3	6,106.3	6,138.8
S1	5,976.7	5,976.7	6,136.3	6,041.5
S2	5,787.8	5,787.8	6,107.1
S3	5,469.3	5,658.2	6,077.9
S4	5,150.8	5,339.7	5,990.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,322.5	6,000.0	322.5	5.2%	147.1	2.4%	53%	False	False	29,981
10	6,400.0	5,917.5	482.5	7.8%	142.8	2.3%	52%	False	False	19,256
20	6,451.0	5,917.5	533.5	8.6%	130.0	2.1%	47%	False	False	10,435
40	6,885.0	5,917.5	967.5	15.7%	136.3	2.2%	26%	False	False	5,361
60	7,217.5	5,917.5	1,300.0	21.1%	131.8	2.1%	19%	False	False	3,666
80	7,217.5	5,917.5	1,300.0	21.1%	119.6	1.9%	19%	False	False	3,241
100	7,217.5	5,917.5	1,300.0	21.1%	108.0	1.7%	19%	False	False	2,600
120	7,217.5	5,819.0	1,398.5	22.7%	99.8	1.6%	25%	False	False	2,174

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,762.1
2.618	6,552.4
1.618	6,423.9
1.000	6,344.5
0.618	6,295.4
HIGH	6,216.0
0.618	6,166.9
0.500	6,151.8
0.382	6,136.6
LOW	6,087.5
0.618	6,008.1
1.000	5,959.0
1.618	5,879.6
2.618	5,751.1
4.250	5,541.4

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	6,164.3	6,189.8
PP	6,158.0	6,183.3
S1	6,151.8	6,176.9

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These figures are updated between 7pm and 10pm EST after a trading day.

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